Title of article :
Convergence rate of some semi-groups to their invariant probability
Author/Authors :
Ganidis، نويسنده , , H. and Roynette، نويسنده , , B. and Simonot، نويسنده , , F.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
21
From page :
243
To page :
263
Abstract :
Let us consider the following stochastic differential equation:(E)Xt=x+Bt−12∫0tb(Xs) ds,where (Bt)t⩾0 is a d-dimensional brownian motion starting at 0 and b a function from Rd to Rd which is a gradient field. We aim at studying the convergence rate of the semi-group associated to (E) to its invariant probability.
Journal title :
Stochastic Processes and their Applications
Serial Year :
1999
Journal title :
Stochastic Processes and their Applications
Record number :
1576376
Link To Document :
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